The PSP is not a "Clear Winner" in the CPU bracket. The ARM9 architecture achieves more work per MHz than does the R4xxx CPU architecture, so the 200 MHz clockrate does not indicate lower performance than a 222 MHz CPU in the PSP. It may even be faster than the R4xxx architecture at 333 MHz -- it will easily outperform a PocketPC's XScale CPU at >600 MHz already! MIPS' Rxxxx architectures are a very old technology pushed too far to take advantage of simplicity of programming, low cost and easy performance jumps by raising the clockrate rather than engineering a better, more efficient and more task-specific architecture. Its inadequacy for portable electronics is readily demonstrated by how it tears through the PSP's battery-- on the GP2x, the ARM9's use scarcely over ONE WATT each, the backlight on the LCD panel seems to significantly outclass them in terms of total power draw. ARM is an architecture specifically made for low-power, low-heat conditions.
Also, the 2nd PSP "CPU" you list is not a CPU, it's a GPU. It can only do graphical operations, and therefore won't be useful for the same tasks. It'd be a waste in most any 2D game, where raw sprite placement and arithmetic speed are critical, not how many triangles or textured polygons can be rendered in a frame. The GP2x, in addition to its 2nd ARM9 core (the ARM940T) also has a 2D graphics processor, dedicated audio/video decoding core, and video post-processor.